+439.9%
TSN vs WU
-21.8%
+461.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | +8.5% | +11.4% | -2.9% | +4.7% |
| 3M | +5.3% | -6.8% | +12.1% | +7.3% |
| 6M | -10.5% | -14.6% | +4.1% | -7.2% |
| YTD | +3.0% | -20.6% | +23.6% | +8.5% |
| 1Y | +12.1% | -15.4% | +27.5% | +15.5% |
| 3Y | +43.1% | -23.6% | +66.7% | +49.3% |
| 5Y | -15.1% | -43.4% | +28.3% | -4.3% |
| 10Y | +14.8% | -38.8% | +53.6% | +20.1% |
| All | +439.9% | -21.8% | +461.7% | +349.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling